Portfolio 1 has 5.5% expected return and 15% return standard deviation. Portfolio 2 has 8.5% expected return and 25% return standard deviation. Through- out this problem, there are no restrictions on short-selling. 26. Compute the Sharpe ratio of the Tangency Portfolio associated with the given tangency line.(Hint: In an (xy)-diagram, the slope of a straight line connecting points (xl,yl) and (x2.y2) is given by (y2-y1)/(x2-x1).) (a) 0.2 (b) 0.3